Et interview: Professor G.S. Maddala

Econometric Theory

Volumn 15, Issue 5, 1999, Pages 753-776

  Lahiri, Kajal ^a  

^a STATE UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 19844374157     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/s0266466699155063     Document Type: Article

References (125)

1. G.S. Maddala, Z. Griliches & others. Notes on estimated aggregate quarterly consumption functions. Econometrica 30, 491–500. 1962
2. G.S. Maddala, R.C. Vogel. Demand for money—A comment. Quarterly Journal of Economics 79, 153–159. 1965
3. G.S. Maddala. Productivity and technological change in the bituminous coal industry. Journal of Political Economy 73, 352–365. 1965
4. G.S. Maddala, J.B. Kadane. Notes on the estimation of elasticity of substitution. Review of Economics and Statistics 48, 340–344. 1966
5. G.S. Maddala, J.R. Kadane. Estimation of returns to scale and elasticity of substitution. Econometrica 35, 419–423. 1967
6. G.S. Maddala, P.T. Knight. International diffusion of technical change. Economic Journal 77, 531–558. 1967
7. G.S. Maddala, R.C. Vogel. Cross-section estimates of liquid asset demand. Journal of Finance 22, 557–575. 1967
8. G.S. Maddala, R.C. Vogel. Estimation of lagged relationships in liquid assets holdings of manufacturing corporations. Review of Economics and Statistics 51, 53–61. 1969
9. G.S. Maddala. Generalized least squares with an estimated covariance matrix. Econometrica 39, 23–33. 1971
10. G.S. Maddala. On the use of variance component models in pooling cross-section and time-series data. Econometrica 39, 341–358. 1971
11. G.S. Maddala, A.S. Rao. Maximum likelihood estimation of Solow's and Jorgenson's distributed lag models. Review of Economics and Statistics 73, 80–88. 1971
12. G.S. Maddala. Simultaneous equation methods for large and medium-size econometric models. Review of Economic Studies 38, 435–445. 1971
13. G.S. Maddala. The likelihood approach to pooling cross-section and time-series data. Econometrica 39, 939–953. 1971
14. G.S. Maddala, D.M. Grether. On the asymptotic properties of two-step procedures used in the estimation of distributed lag models. International Economic Review 13, 737–744. 1972
15. G.S. Maddala, D.M. Grether. Errors in variables and serially correlated residuals in distributed lag models. Econometrica 41, 255–262. 1973
16. G.S. Maddala, A.S. Rao. Tests for serial correlation in regression models with lagged dependent variables and serially correlated residuals. Econometrica 41, 761–774. 1973
17. G.S. Maddala, T.D. Mount. A comparative study of alternative estimators for variance component models. Journal of American Statistical Association 68, 324–328. 1973
18. G.S. Maddala. Some small sample evidence on tests of significance in simultaneous equation models. Econometrica 42, 841–851. 1974
19. G.S. Maddala, F.D. Nelson. Maximum likelihood methods for models of markets in disequilibrium. Econometrica 42, 1013–1030. 1974
20. G.S. Maddala. Comment on exact finite sample distributions for econometric estimators and test statistics. In M.D. Intrilligator & D. Kendrick (eds.), Frontiers in Econometrics, Vol. II. Amsterdam: North-Holland. 1974
21. G.S. Maddala, S.K. Singh. A stochastic process for income distribution and tests of income distribution functions. American Statistical Association Proceedings of the Business and Economic Statistics Section (December), 551–553. 1975
22. G.S. Maddala, F.D. Nelson. Switching regression models with exogenous and endogenous switching. American Statistical Association Proceedings of the Business and Economic Statistics Section (December), 423–426. 1975
23. G.S. Maddala. Weak priors and sharp posteriors in simultaneous equation models. Econometrica 44, 345–351. 1976
24. G.S. Maddala. Constraints often overlooked in analyses of simultaneous equation models: Comment; and Rejoinder. Econometrica 44, 615–616, 625. 1976
25. G.S. Maddala, S.K. Singh. A function for size distribution of incomes. Econometrica 44, 963–970. 1976
26. G.S. Maddala, L.F. Lee. Recursive models with qualitative endogenous variables. Annals of Social and Economic Measurement 5, 525–545. 1976
27. G.S. Maddala. Self-selectivity problems in econometric models. In P.R. Krishniah (ed.), Applications in Statistics, pp. 351–366. Amsterdam: North-Holland. 1977
28. G.S. Maddala. Identification and estimation problems in limited dependent variable models. In A. Blinder and P. Friedman (eds.), Natural Resources, Uncertainty and General Equilibrium Systems, Essays in Memory of Rafael Lusky, pp. 219–239. New York: Academic Press. 1977
29. G.S. Maddala, S.K. Singh. Estimation problems in size distribution of incomes. Economie Appliquée 30, 461–480. 1977
30. G.S. Maddala, S.K. Singh. A flexible functional form for Lorenz curves. Economie Appliquée 30, 481–486. 1977
31. G.S. Maddala. Selectivity problems in longitudinal data. Annales de l'Insee March, 423– 450. 1978
32. G.S. Maddala, R.B. Roberts & G. Enholm. Determinants of rates requested and rates granted in a formal regulatory process. Bell Journal 9, 611–621. 1978
33. G.S. Maddala, L.W. Kenny, L.F. Lee, & R.P. Trost. Returns to college education: An investigation of self-selection bias based on the project talent data. International Economic Review 20, 775–789. 1979
34. G.S. Maddala. A note on the form of the production function and productivity. In Measurement and Interpretation of Productivity, pp. 309–317. Washington, DC: National Research Council, National Academy of Sciences. 1979
35. G.S. Maddala, L.F. Lee & R.P. Trost. Testing for structural change by D-methods in switching simultaneous equations models. American Statistical Association Proceedings of the Business and Economic Statistics Section December, 461–466. 1979
36. G.S. Maddala, R.P.H. Fishe. Technical change, frontier production functions and efficiency measurement. American Statistical Association, Proceedings of the Business and Economic Statistics Section December, 470–475. 1979
37. G.S. Maddala, L.F. Lee & R.P. Trost. Asymptotic covariance matrices of two-stage probit and two-stage tobit methods for simultaneous equations models with selectivity. Econometrica 48, 491–503. 1980
38. G.S. Maddala, L.F. Lee. Recursive systems containing qualitative endogenous variables: A reply. Econometrica 48, 765–766. 1980
39. G.S. Maddala, R.B. Roberts. Alternative functional forms and errors of pseudo-data estimation. Review of Economics and Statistics 62, 323–327. 1980
40. G.S. Maddala, R.P. Trost. Some extensions of the Nerlove Press model. American Statistical Association 1980 Proceedings of the Business and Economics Section, 481–485. Washington, DC. 1980
41. G.S. Maddala, R.B. Roberts. Statistical cost analysis revisited: Comment. Quarterly Journal of Economics 96, 177–181. 1981
42. G.S. Maddala, R.P. Trost. Alternative formulations of the Nerlove–Press models. Journal of Econometrics 16, 35–49. 1981
43. G.S. Maddala. Statistical inference in relation to the size of the model. In J. Kemnta (ed.), Large-Scale Macro-Econometric Models: Theory and Practice, pp. 191–218. Amsterdam: North-Holland. 1981
44. G.S. Maddala. Pseudo data: Problems of design and statistical analysis. In V. Kerry Smith (ed.), Advances in Applied Micro-Economics, vol. 2, pp. 19–29. Greenwich, Connecticut: JAI Press. 1982
45. G.S. Maddala, R.P. Trost. On measuring discrimination in loan markets. Housing Finance Review 1, 245–268. 1982
46. G.S. Maddala, D.M. Grether. A time series model with qualitative variables. In M. Deistler, E. Fürst, & G. Schwödiauer (eds.), Oscar Margenstern Memorial Symposium, Games, Economic Dynamics and Time-Series Analysis, pp. 291–305. Wein: Physica Verlag. 1982
47. G.S. Maddala, M. Smith. Multiple model testing for non-nested heteroscedastic censored regression models. Journal of Econometrics 21, 71–81. 1983
48. G.S. Maddala. Methods of estimation for models of markets with bounded price variation under rational expectations. Economics Letters 13, 181–184. Erratum in Economics Letters (1984) 15, 195–196. 1983
49. G.S. Maddala, R.P.H. Fishe & K. Lahiri. A time series analysis of popular expectation data. In A. Zellner (ed.), Economic Applications of Time-Series Analysis, pp. 278–289. U.S. Census Bureau, December. 1983
50. G.S. Maddala. Methods of estimation for models of markets with bounded price variation. International Economic Review 24, 361–378. 1983
51. G.S. Maddala, A.K. Chanda. Ridge estimators for distribution lag models. Communications in Statistics, Theory and Methods 13, 217–225. 1984
52. G.S. Maddala, Z. Griliches & M.D. Intrilligator. Disequilibrium, self-selection and switching models. In Handbook for Econometrics, vol. III, pp. 1633–1688. Amsterdam: North-Holland. 1985
53. G.S. Maddala, L.F. Lee. The common structure of tests for selectivity bias, serial correlation, heterosce-dasticity and non-normality in the tobit model. International Economic Review February, 1–20. 1985
54. G.S. Maddala. A survey of the literature on selectivity bias as it pertains to health care markets. In Advances in Health Economics and Health Related Research, vol. 6, pp. 3–18. Greenwich, Connecticut: Jai Press. 1985
55. G.S. Maddala, J.S. Shonkwiler. Modelling expectations of bounded prices:An application to the market for corn. Review of Economics and Statistics 67, 697–702. 1985
56. G.S. Maddala. Recent developments in the econometrics of panel data analysis. Transportation Research, 21A, 303–326. (Invited paper for special volume on Longitudinal Data Analysis.) 1987
57. G.S. Maddala. Censored data models. In The New Palgrave (A Dictionary in Economics). New York: Stockton Press. 1987
58. G.S. Maddala. Limited dependent variable models using panel data. Journal of Human Resources 22, 307–338. 1987
59. G.S. Maddala. Estimation of dynamic disequilibrium models under rational expectations: The case of commodity markets. In L. Alan Winters & David Sapsford (eds.), Primary Commodity Prices: Economic Models and Policy, pp. 21–37. Cambridge: Cambridge University Press. 1990
60. G.S. Maddala. Discussion of quality changes and productivity measurement: Hedonics and an alternative. Journal of Accounting, Auditing and Finance, 258–279. 1990
61. G.S. Maddala. Survey data on expectations: What have we learned? In Marc Nerlove (ed.), Issues in Contemporary Economics, vol. 2: Macroeconomics and Econometrics, pp. 319–344. New York: Macmillan I.E.A. 1991
62. G.S. Maddala, J. Yoo. Risk premia and price volatility in futures markets. Journal of Futures Markets 11, 165–177. 1991
63. G.S. Maddala. Disequilibrium modelling, switching regressions and their relationship to structural change. In Peter Hackl & Anders H. Weslund (eds.), Economic Structural Change, pp. 159–168. Berlin: Springer-Verlag. 1991
64. G.S. Maddala. To pool or not to pool: That is the question. Journal of Quantitative Economics 7, 255–262. 1991
65. G.S. Maddala, J. Jeong. Measurement errors and tests for rationality. Journal of Business and Economics Statistics 9, 431–439. 1991
66. G.S. Maddala. A perspective on the use of limited dependent and qualitative variable models in accounting research. Accounting Review 66, 788–807. 1991
67. G.S. Maddala, I.M. Kim. Flat prior vs. ignorance priors in the analysis of the AR(1) model. Journal of Applied Econometrics 6, 375–380. 1991
68. G.S. Maddala, B.S. Kim. Estimation and specification analysis of models of dividend behavior based on censored panel data. Empirical Economics 17, 111–124. 1992
69. G.S. Maddala, J. Jeong. On the exact small sample distribution of the instrumental variable estimator. Econometrica 60, 181–183. 1992
70. G.S. Maddala, P.C. Liu. Using survey data to test market efficiency in the foreign exchange markets. Empirical Economics 17, 303–314. 1992
71. G.S. Maddala, S.G. Donald. A note on the estimation of limited dependent variable models under rational expectations. Economics Letters 38, 17–23. 1992
72. G.S. Maddala, P.C. Liu. Rationality of survey data and tests for market efficiency in the foreign exchange markets. Journal of International Money and Finance 11, 366–381. 1992
73. G.S. Maddala. Rational expectations in limited dependent variable models. In Handbook of Statistics, vol. 11, pp. 175–194. Amsterdam: North-Holland. 1993
74. G.S. Maddala, J. Jeong. A perspective on applications of bootstrap methods in econometrics. In Handbook of Statistics, vol. 11, pp. 573–610. Amsterdam: North-Holland. 1993
75. G.S. Maddala S.G. Donald. Identifying outliers and influential observations in econometric models. In Handbook of Statistics, vol. 11, pp. 663–701. Amsterdam: North-Holland. 1993
76. G.S. Maddala. Specification errors in limited dependent variable models. (In Spanish.) Cuadernos Economicos de ICE 55, 185–223. 1993
77. G.S. Maddala, M. Nimalendran. An unobserved component panel data model to study the effect of earnings surprises on stock prices. Trading volumes and spreads. Journal of Econometrics 68, 229–242. 1995
78. G.S. Maddala, F.L. Joutz & R.P. Trost. An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices. Journal of Forecasting 14, 287–310. 1995
79. G.S. Maddala, Y. Li. New small sample estimators for cointegration regression: Low pass spectral method. Economics Letters 47, 123–129. 1995
80. G.S. Maddala. Specification tests in limited dependent variable models. In Advances in Econometrics and Quantitative Economics, pp. 1– 49. Oxford: Blackwell. 1995
81. G.S. Maddala, I.M. Kim. Bayesian detection of structural breaks. In D.A. Berry, K.M. Chaloner, & J. Geweke (eds.), Bayesian Analysis in Statistics and Econometrics, Essays in Honor of Arnold Zellner, pp. 359–370. New York: Wiley. 1996
82. G.S. Maddala, W. Hu. The pooling problem. In L. Matyas & P. Sevestre (eds.), Econometrics of Panel Data, pp. 307–322. Kluwer. 1996
83. G.S. Maddala, I.M. Kim. Structural change and unit roots. Journal of Statistical Planning and Inference (Special Issue on Advances in Econometrics) 49, 73–103. 1996
84. G.S. Maddala, H. Li. Bootstrapping time series models, with discussion. Econometric Reviews 15, 115–195. 1996
85. G.S. Maddala, L. Dunn. Extracting economic information from data: Methodology in an empirical discipline. In Methodology in Economics. Aldershot, UK: Edward Elgar. 1996
86. G.S. Maddala, J. Jeong. Testing the rationality of survey data using the weighted double-bootstrapped method of moments. Review of Economics and Statistics 78, 296–302. 1996
87. G.S. Maddala, M. Nimalendran. Errors-in-variables problems in financial models. In Handbook of Statistics, vol. 14: Statistical Methods in Finance, pp. 507–528. Amsterdam: Elsevier. 1996
88. G.S. Maddala, H. Li. Bootstrap based tests in financial models. In Handbook of Statistics, vol. 14: Statistical Methods in Finance, pp. 463–488. Amsterdam: Elsevier. 1996
89. G.S. Maddala. Applications of limited dependent variable models in finance. In Handbook of Statistics, vol. 14: Statistical Methods in Finance, pp. 553–566. Amsterdam: Elsevier. 1996
90. G.S. Maddala, Y. Yin. Outliers, unit roots and robust estimation of nonstationary time series. In Handbook of Statistics, vol. 15: Robust Inference, pp. 237–266. Amsterdam: Elsevier. 1997
91. G.S. Maddala, C.R. Rao. Future directions on robust inference. In Handbook of Statistics, vol. 15: Robust Inference, pp. 661–675. Amsterdam: Elsevier. 1997
92. G.S. Maddala, H. Li, R.P. Trost, & F. Joutz. Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators. Journal of Business Economics and Statistics 15, 90–100. 1997
93. G.S. Maddala. Limited dependent variable models. In S. Kotz & C.B. Read (eds.), Encyclopedia of Statistical Sciences, Update vol. I, pp. 361–366. New York: Wiley. 1997
94. G.S. Maddala, H. Li. Bootstrapping cointegrating regressions. Journal of Econometrics 80, 297–318. 1997
95. G.S. Maddala. Econometric issues related to errors in variables in financial models. Ragnar Frisch Centenary Volume, pp. 414–432. Cambridge: Cambridge University Press. 1998
96. G.S. Maddala, Y. Yin. The effects of different types of outliers on unit root tests. In T. Fomby & R.C. Hill (eds.), Advances in Econometrics, vol. 13, pp. 269–305. Stamford, Connecticut: JAI Press. 1998
97. G.S. Maddala, S. Wu & Y. Yin. Tobin's study on the demand for food in the US revisited: An examination of the issue of pooling information from budget studies and time series. In J. Magnus & M. Morgan (eds.), Two Experiments in Applied Econometrics, pp. 252–264. New York: Wiley. 1998
98. G.S. Maddala, Y. Toda & N. Nozdrina. The auction price of apartments in Moscow: Hedonic estimation in disequilibrium. Economics of Planning 31, 1–14. 1998
99. G.S. Maddala, Y. Toda & N. Nozdrina. Privatization in Russia: Some micro-evidence based on housing markets. International Journal of Social Economics 25, 380–387. 1998
100. G.S. Maddala, L. Dunn. Social economics: Where has it gone? International Journal of Social Economics 25, 168–174. 1998
101. G.S. Maddala, M. Qi. Economic factors and the stock market:A new perspective. Forthcoming in Journal of Forecasting. 1999
102. G.S. Maddala. Econometrics in the 21st century. Forthcoming in C.R. Rao & R. Szekeley (eds.), Statistics in the 21st Century. New York: Marcel Dekker. 1999
103. G.S. Maddala, S. Wu. A comparative study of alternative panel data unit root tests and new simple test. Forthcoming in Oxford Bulletin of Economics and Statistics. 1999
104. G.S. Maddala, H. Li. Bootstrap variance estimation of nonlinear functions of parameters: An application to long run elasticities of energy demand. Forthcoming in Review of Economics and Statistics. 1999
105. G.S. Maddala. On the estimation of cross-country regressions from panel data. Forthcoming in Special Issue on Panel Data, Annales de la INSEE. 1999
106. G.S. Maddala, S. Wu. Do panel data rescue purchasing power parity theory? Forthcoming in Panel Data. Amsterdam: North-Holland. 1999
107. G.S. Maddala, A. Flores. Qualitative response models. Forthcoming in Companion to Handbook on Econometrics. Oxford: Blackwell. 1999
108. G.S. Maddala. Cross-country growth regressions problems of heterogeneity, stability and interpretation. Forthcoming in Applied Economics. 1999
109. G.S. Maddala, F.D. Nelson. Specification errors in limited dependent variable models (July 1975). In Econometric Methods and Applications: Selected Papers of G.S. Maddala, vol. II, pp. 83–90. Aldershot, UK: Edward Elgar. 1994
110. G.S. Maddala. On the prediction of systematic and specific risk in common stocks: A discussion of Rosenberg's model (July 1979). In Econometric Methods and Applications: Selected Papers of G.S. Maddala, vol. II. Aldershot, UK: Edward Elgar. 1994
111. G.S. Maddala, L.F. Lee. Sequential selection rules and selectivity in discrete choice econometric models (December 1985). In Econometric Methods and Applications: Selected Papers of G.S. Maddala, vol. II. Aldershot, UK: Edward Elgar. 1994
112. G.S. Maddala. Econometric Issues in the Empirical Analysis of Thrift Institutions' Insolvency and Failure. Invited Research Working paper 56, Federal Home Loan Bank Board (October 1986). In Econometric Methods and Applications: Selected Papers of G.S. Maddala, vol. II, pp. 2–27. Aldershot, UK: Edward Elgar. 1994
113. G.S. Maddala. Econometrics. New York: McGraw-Hill. (Spanish edition, 1985). 1977
114. G.S. Maddala. Econometric Studies in Energy Demand and Supply (edited). Praeger Special Studies. New York: Praeger Publishers. 1978
115. G.S. Maddala. Limited Dependent and Qualitative Variables in Econometrics. Cambridge: Cambridge University Press. 1983
116. G.S. Maddala. Introduction to Econometrics. New York: Macmillan. (Second edition, 1991; Japanese edition, 1992). 1988
117. G.S. Maddala. Microeconomics: Theory and Applications. New York: McGraw-Hill. (Spanish edition, 1990). 1988
118. G.S. Maddala. Econometrics of Panel Data (edited). Vols. I and II. Aldershot, UK: Edward Elgar. 1992
119. G.S. Maddala. Handbook of Statistics. Vol. 11: Econometrics. (Co-editors). Amsterdam: North-Holland. 1993
120. G.S. Maddala. Econometric Methods and Applications: Selected Papers of G.S. Maddala. Vols. I and II. Aldershot, UK: Edward Elgar. 1994
121. G.S. Maddala. Statistical Methods of Econometrics and Quantitative Economics. (Co-editor). Oxford: Black-well. 1995
122. G.S. Maddala, C.R. Rao. Handbook of Statistics. Vol. 14: Statistics Methods and Finance. Amsterdam: Elsevier. 1996
123. G.S. Maddala, C.R. Rao. Handbook of Statistics. Vol. 15: Robust Inference. Amsterdam: Elsevier. 1997
124. G.S. Maddala, I.-M. Kim. Unit Roots, Cointegration and Structural Change. Cambridge: Cambridge University Press. 1998
125. G.S. Maddala. Model Selection (edited). Journal of Econometrics Supplement, 16.